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Bayesian methods for graphical log-linear marginal models have not been developed in the same extent as traditional frequentist approaches. In this work, we introduce a novel Bayesian approach for quantitative learning for such models.…

Methodology · Statistics 2018-07-04 Ioannis Ntzoufras , Claudia Tarantola , Monia Lupparelli

We consider online prediction of a latent dynamic spatiotemporal process and estimation of the associated model parameters based on noisy data. The problem is motivated by the analysis of spatial data arriving in real-time and the current…

Computation · Statistics 2017-08-14 Evangelos Evangelou , Vasileios Maroulas

In this paper we develop a Bayesian procedure for estimating multivariate stochastic volatility (MSV) using state space models. A multiplicative model based on inverted Wishart and multivariate singular beta distributions is proposed for…

Statistical Finance · Quantitative Finance 2008-12-02 Kostas Triantafyllopoulos , Giovanni Montana

The analysis of multivariate discrete data is crucial in various scientific research areas, such as epidemiology, the social sciences, genomics, and environmental studies. As the availability of such data increases, developing robust…

Methodology · Statistics 2026-02-11 Chak Kwong , Cheng , Hakan Demirtas

Epigenetic observations are represented by the total number of reads from a given pool of cells and the number of methylated reads, making it reasonable to model this data by a binomial distribution. There are numerous factors that can…

Applications · Statistics 2020-04-29 Aliaksandr Hubin , Geir O Storvik , Paul E Grini , Melinka A Butenko

Detecting differences in gene expression is an important part of single-cell RNA sequencing experiments, and many statistical methods have been developed for this aim. Most differential expression analyses focus on comparing expression…

In this paper, we propose a Bayesian approach for multiscale problems with the availability of dynamic observational data. Our method selects important degrees of freedom probabilistically in a Generalized multiscale finite element method…

Numerical Analysis · Mathematics 2018-06-18 Siu Wun Cheung , Nilabja Guha

Poisson autoregressive count models have evolved into a time series staple for correlated count data. This paper proposes an alternative to Poisson autoregressions: count echo state networks. Echo state networks can be statistically…

Methodology · Statistics 2025-01-27 Qi Wang , Paul A. Parker , Robert B. Lund

A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive.…

Methodology · Statistics 2018-12-11 P. Richard Hahn , Ryan Martin , Stephen G. Walker

Change point detection in high dimensional data has found considerable interest in recent years. Most of the literature either designs methodology for a retrospective analysis, where the whole sample is already available when the…

Statistics Theory · Mathematics 2020-12-16 Josua Gösmann , Christina Stoehr , Johannes Heiny , Holger Dette

Traffic flow count data in networks arise in many applications, such as automobile or aviation transportation, certain directed social network contexts, and Internet studies. Using an example of Internet browser traffic flow through…

Methodology · Statistics 2022-06-07 Xi Chen , Kaoru Irie , David Banks , Robert Haslinger , Jewell Thomas , Mike West

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

Statistical node clustering in discrete time dynamic networks is an emerging field that raises many challenges. Here, we explore statistical properties and frequentist inference in a model that combines a stochastic block model (SBM) for…

Methodology · Statistics 2016-06-23 Catherine Matias , Vincent Miele

We perform differential expression analysis of high-throughput sequencing count data under a Bayesian nonparametric framework, removing sophisticated ad-hoc pre-processing steps commonly required in existing algorithms. We propose to use…

Applications · Statistics 2017-05-04 Siamak Zamani Dadaneh , Xiaoning Qian , Mingyuan Zhou

We introduce a Bayesian approach for multivariate spatio-temporal prediction for high-dimensional count-valued data. Our primary interest is when there are possibly millions of data points referenced over different variables, geographic…

Methodology · Statistics 2015-12-24 Jonathan R. Bradley , Scott H. Holan , Christopher K. Wikle

We propose a new binary classification model called Phase Separation Binary Classifier (PSBC). It consists of a discretization of a nonlinear reaction-diffusion equation coupled with an Ordinary Differential Equation, and is inspired by…

Machine Learning · Statistics 2021-09-21 Rafael Monteiro

We develop a novel Bayesian method to select important predictors in regression models with multiple responses of diverse types. A sparse Gaussian copula regression model is used to account for the multivariate dependencies between any…

Methodology · Statistics 2020-09-22 Angelos Alexopoulos , Leonardo Bottolo

In many modern applications, discretely-observed data may be naturally understood as a set of functions. Functional data often exhibit two confounded sources of variability: amplitude (y-axis) and phase (x-axis). The extraction of amplitude…

Methodology · Statistics 2025-05-22 Yoonji Kim , Oksana A. Chkrebtii , Sebastian A. Kurtek

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

Optimization and Control · Mathematics 2021-01-12 Krzysztof J. Szajowski

Sum-product networks (SPNs) are probabilistic models characterized by exact and fast evaluation of fundamental probabilistic operations. Its superior computational tractability has led to applications in many fields, such as machine…

Machine Learning · Statistics 2024-06-19 Soma Yokoi , Issei Sato
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